Computer Science > Artificial Intelligence
arXiv:2309.12627 (cs)
[Submitted on 22 Sep 2023 (v1), last revised 27 Sep 2023 (this version, v3)]
Title:A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe
View a PDF of the paper titled A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe, by Eneko Osaba and 3 other authors
View PDFAbstract:One of the problems in quantitative finance that has received the most attention is the portfolio optimization problem. Regarding its solving, this problem has been approached using different techniques, with those related to quantum computing being especially prolific in recent years. In this study, we present a system called Quantum Computing-based System for Portfolio Optimization with Future Asset Values and Automatic Universe Reduction (Q4FuturePOP), which deals with the Portfolio Optimization Problem considering the following innovations: i) the developed tool is modeled for working with future prediction of assets, instead of historical values; and ii) Q4FuturePOP includes an automatic universe reduction module, which is conceived to intelligently reduce the complexity of the problem. We also introduce a brief discussion about the preliminary performance of the different modules that compose the prototypical version of Q4FuturePOP.
| Comments: | 10 pages, 3 figures, paper accepted for being presented in the upcoming 9th International Congress on Information and Communication Technology (ICICT 2024) |
| Subjects: | Artificial Intelligence (cs.AI); Emerging Technologies (cs.ET) |
| Cite as: | arXiv:2309.12627 [cs.AI] |
| (orarXiv:2309.12627v3 [cs.AI] for this version) | |
| https://doi.org/10.48550/arXiv.2309.12627 arXiv-issued DOI via DataCite |
Submission history
From: Eneko Osaba [view email][v1] Fri, 22 Sep 2023 05:27:23 UTC (290 KB)
[v2] Tue, 26 Sep 2023 07:23:41 UTC (290 KB)
[v3] Wed, 27 Sep 2023 09:25:55 UTC (287 KB)
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View a PDF of the paper titled A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe, by Eneko Osaba and 3 other authors
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